+335.7%
CSCO vs GAP
+2.4%
+333.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.4% |
| 7D | +6.6% | -5.2% | +11.7% | +7.4% |
| 30D | -11.3% | -6.9% | -4.4% | -10.5% |
| 3M | -17.3% | +5.7% | -23.1% | -18.3% |
| 6M | +3.5% | +0.9% | +2.6% | +2.4% |
| YTD | +34.9% | -14.5% | +49.4% | +36.0% |
| 1Y | +40.5% | -12.1% | +52.6% | +40.8% |
| 3Y | +109.3% | +72.2% | +37.1% | +79.4% |
| 5Y | +105.9% | +4.5% | +101.3% | +82.8% |
| All | +335.7% | +2.4% | +333.3% | +236.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling